论文标题
标量SDE的驯服Euler方案的强烈收敛，并具有超线性生长和不连续的漂移系数
Strong convergence of the tamed Euler scheme for scalar SDEs with superlinearly growing and discontinuous drift coefficient
论文作者
论文摘要
在本文中，我们认为标量随机微分方程（SDE）具有超线性增长和分段连续漂移系数。获得了此类SDE的强溶液的存在和独特性。此外，在[1， +\ infty）中的所有$ p \ in Classical $ l_p $ -Error rate 1/2均已为驯服的Euler计划回收。提供了一个数值示例来支持我们的结论。
In this paper, we consider scalar stochastic differential equations (SDEs) with a superlinearly growing and piecewise continuous drift coefficient. Existence and uniqueness of strong solutions of such SDEs are obtained. Furthermore, the classical $L_p$-error rate 1/2 for all $p\in [1, +\infty)$ is recovered for the tamed Euler scheme. A numerical example is provided to support our conclusion.
